Derivatives of regularly varying functions in R^d and domains of attraction of stable distributions

DOI10.1016/0304-4149(79)90009-7MaRDI QIDQ1254052zbMATH OpenOpenAlexFDO

Authors Laurens De Haan, Sidney I. Resnick

Publication date 1979

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(79)90009-7

zbMATH Keywords

Domains of AttractionMultivariate Regular VariationMultivariate Stable LawsTauberian Theorems

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07)

Cites work

• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3359478 (Why is no real title available?)
• Limit theory for multivariate sample extremes
• On Interchanging Limits and Integrals

Cited in

(16)

• It was 30 years ago today when Laurens de Haan went the multivariate way
• On the observation closest to the origin
• Regular variation and generalized domains of attraction in \(\mathbb{R}^ k\)
• On domains of attraction of multivariate extreme value distributions under absolute continuity
• Limit theorem for the statistical solution of Burgers equation
• Multivariate regular variation of discrete mass functions with applications to preferential attachment networks
• Abelian and Tauberian theorems for the Laplace transform of functions in several variables
• Tail dependence measure for examining financial extreme co-movements
• The Extremal Dependence Measure and Asymptotic Independence
• On the foundations of multivariate heavy-tail analysis
• Approximations in bivariate renewal theory
• Some properties of regularly varying functions and series in the orthant
• On regular variation of probability densities
• Multivariate regular variation of preferential attachment models
• Integrals and derivatives of regularly varying functions in R^ n and domains of attraction of stable distributions. II
• Domains of attraction and regular variation in \({\mathbb{R}}^ d\)

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